-11.3%
TYL vs PNR
-11.7%
+0.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.8% | -3.7% |
| 7D | -7.6% | -3.0% | -4.6% | -6.7% |
| 30D | +11.3% | -14.9% | +26.2% | +16.6% |
| 3M | +14.5% | -19.0% | +33.5% | +20.8% |
| 6M | -7.1% | -35.9% | +28.8% | +5.2% |
| YTD | -23.4% | -43.1% | +19.8% | -9.4% |
| 1Y | -38.6% | -46.4% | +7.8% | -25.8% |
| 3Y | -11.3% | -10.8% | -0.5% | -11.9% |
| All | -11.3% | -11.7% | +0.4% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling